I don't think you are going to find a decent way to do this but what your looking for is kiosk mode or a program to put the dude into a kiosk. You might find it very easy to use the dude web page in kiosk mode in IE. But finding a program that will put the dude.exe into a kiosk mode will be harder I took a very brief look and didn't find anything....

Just like I already said, this is not a Dude request, but a Windows request. Any user in Windows can terminate any program. Even if the "X" button is disabled, he can do this in another way. Would you write to Microsoft to avoid accidentally closing Excel? This is a strange request.